EconPapers    
Economics at your fingertips  
 

Goodness-of-fit testing strategies from indirect observations

J.M. Loubes and C. Marteau

Journal of Nonparametric Statistics, 2014, vol. 26, issue 1, 85-99

Abstract: We consider in this paper a goodness-of-fit testing problem in a density framework. In particular, we deal with an error-in-variables model where each new incoming observation is gathered with a random independent error. It is well known that in such a situation, we are faced with an inverse (deconvolution) problem. Nevertheless, following recent results in the Gaussian white noise model, we prove that using procedures containing a deconvolution step is not always necessary.

Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/10485252.2013.827680 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:26:y:2014:i:1:p:85-99

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20

DOI: 10.1080/10485252.2013.827680

Access Statistics for this article

Journal of Nonparametric Statistics is currently edited by Jun Shao

More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:gnstxx:v:26:y:2014:i:1:p:85-99